On a self-consistent-field-like iteration for maximizing the sum of the Rayleigh quotients

DOI10.1016/j.cam.2013.08.005zbMath1294.65065MaRDI QIDQ2252227

Lei-Hong Zhang

Publication date: 16 July 2014

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2013.08.005

zbMATH Keywords

global convergence; pattern recognition; Rayleigh quotient; nonlinear eigenvalue problem; numerical experiment; trust region method; local quadratic convergence; self-consistent-field iteration; multi-user MIMO system; sparse Fisher discriminant analysis

Mathematics Subject Classification ID

62H30: Classification and discrimination; cluster analysis (statistical aspects)

65K05: Numerical mathematical programming methods

90C20: Quadratic programming

90C51: Interior-point methods

68T10: Pattern recognition, speech recognition

65H17: Numerical solution of nonlinear eigenvalue and eigenvector problems

Related Items

Robust Rayleigh Quotient Minimization and Nonlinear Eigenvalue Problems, A Linear-Time Algorithm for Globally Maximizing the Sum of a Generalized Rayleigh Quotient and a Quadratic Form on the Unit Sphere, Maximizing the sum of a generalized Rayleigh quotient and another Rayleigh quotient on the unit sphere via semidefinite programming, An Eigenvalue-Based Method for the Unbalanced Procrustes Problem, An efficient global optimization algorithm for maximizing the sum of two generalized Rayleigh quotients, An outcome-space-based branch-and-bound algorithm for a class of sum-of-fractions problems, Globally minimizing the sum of a convex-concave fraction and a convex function based on wave-curve bounds, A survey of hidden convex optimization, Minimizing the sum of linear fractional functions over the cone of positive semidefinite matrices: approximation and applications

Uses Software

• eigs
• JDQR
• ARPACK
• JDQZ

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On optimizing the sum of the Rayleigh quotient and the generalized Rayleigh quotient on the unit sphere
• Continuous methods for extreme and interior eigenvalue problems
• Trust-region methods on Riemannian manifolds
• Continuous methods for symmetric generalized eigenvalue problems
• Matrix Algorithms
• Fast Algorithms for the Generalized Foley–Sammon Discriminant Analysis
• A Trust Region Direct Constrained Minimization Algorithm for the Kohn–Sham Equation
• On the Convergence of the Self-Consistent Field Iteration for a Class of Nonlinear Eigenvalue Problems
• The Geometry of Algorithms with Orthogonality Constraints
• ARPACK Users' Guide
• A Jacobi--Davidson Iteration Method for Linear Eigenvalue Problems
• Templates for the Solution of Algebraic Eigenvalue Problems
• Deflation Techniques for an Implicitly Restarted Arnoldi Iteration
• Electronic Structure